Greeks (finance)

In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent. The name is used because the most common of these sensitivities are often denoted by Greek letters. Collectively these have also been called the risk sensitivities, risk measures or hedge parameters.

Do you want to know What Is a Financial Option?

What Is a Financial Option? The Complete Beginner’s Guide to Financial Options

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